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'2023-07-04 14:24:49.089754'

'2023-07-04 14:24:24.020194'

None

'2023-06-15'

'2023-07-26'

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	0.550000	1670.040000	201.040000	13.690000	1468.999998
Sedana Medical	93	4.060000	2672.820000	151.820000	6.020000	2521.000011
Orrön Energy	180	5.210000	2163.600000	120.600000	5.900000	2043.000000
Platzer Fastigheter Holding B	12	5.320000	1021.200000	60.200000	6.260000	960.999996
Atrium Ljungberg B	5	3.940000	990.000000	55.000000	5.880000	935.000000
Catena	2	3.980000	835.200000	43.200000	5.450000	792.000000
Sagax A	4	4.190000	896.000000	42.000000	4.920000	854.000000
Sagax B	4	3.280000	895.200000	41.200000	4.820000	854.000000
JM	6	3.080000	904.800000	40.800000	4.720000	864.000000
Hoist Finance	35	0.870000	1013.250000	33.250000	3.390000	980.000000
Hexatronic Group	12	3.120000	998.400000	31.400000	3.250000	966.999996
Bilia A	8	1.960000	917.600000	17.600000	1.960000	900.000000
BioGaia B	8	1.280000	946.400000	16.400000	1.760000	930.000000
Gränges	9	1.650000	943.200000	15.200000	1.640000	927.999999
Biotage	7	0.300000	945.700000	4.700000	0.500000	940.999997
HEXPOL B	9	-0.350000	1024.200000	3.200000	0.310000	1020.999996
OX2	13	1.310000	952.900000	2.900000	0.310000	949.999999
Clas Ohlson B	12	0.000000	974.400000	1.400000	0.140000	972.999996
AcadeMedia	8	0.300000	402.000000	0.000000	0.000000	402.000000
EQT	4	0.480000	832.000000	0.000000	0.000000	832.000000
ASSA ABLOY B	3	-0.150000	774.600000	-4.400000	-0.560000	779.000001
Byggmax Group	33	-0.210000	951.060000	-4.940000	-0.520000	956.000001
Alimak Group	11	0.240000	919.600000	-8.400000	-0.910000	927.999996
Nordic Waterproofing Holding	7	0.890000	952.000000	-15.000000	-1.550000	966.999999
Creaspac SPAC	39	0.110000	3701.100000	-16.900000	-0.450000	3717.999987
VEF	909	0.500000	1827.090000	-22.910000	-1.240000	1850.000436
SKF B	5	-1.880000	914.500000	-25.500000	-2.710000	940.000000
Indutrade	5	2.070000	1185.000000	-33.000000	-2.710000	1218.000000
Hexagon B	26	1.070000	3426.800000	-34.200000	-0.990000	3461.000010
Latour B	4	-0.050000	817.600000	-39.400000	-4.600000	857.000000
Vitec Software Group B	2	0.380000	1046.000000	-41.000000	-3.770000	1087.000000
Addnode Group B	11	-2.620000	877.800000	-43.200000	-4.690000	921.000003
BHG Group	97	3.290000	1399.710000	-59.290000	-4.060000	1458.999989
Bufab	3	-0.570000	1047.000000	-62.000000	-5.590000	1109.000001
INVISIO	16	0.670000	3624.000000	-65.000000	-1.760000	3689.000000
TOTAL			45462.770000	406.770000	-6.77023%	45056.000411

Anic Equity¶

Total return since start: 0.621 %¶

Equity now: -----------------------------> 49523.26 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45462.05 Kr¶

PnL: ---------------------------------------> 406.05 Kr¶

DD now: ---------------------------------> -6.772 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

Anic Portfolio¶

Today¶

Return: 1.33 %¶

This Week¶

Return: 0.446 %¶

Total portfolio value¶

Return including deposits: 62.126 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

Updated:¶

Last optimization/rebalancing:¶

Next optimization/rebalancing:¶

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶